Wolters Kluwer: Fundamental Review Of The Trading Book - Are You Covered?

By tightening the rules around what qualifies as a trading book holding – as opposed to a banking book holding – a distinction that has significant bearing on a bank’s capital adequacy requirement, the BCBS hopes to make it more difficult for firms to move assets between these two books in order to optimize their capital availability. At the same time, it seeks greater diversification of risk within the trading book, a more stringent approach to liquidity horizons and the promotion of

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